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isPartOf:"The journal of futures markets"
~isPartOf:"Journal of macroeconomics"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Interest rate derivative
Theorie
Zinsderivat
140
USA
137
United States
133
Zins
131
Interest rate
130
Theory
108
Geldpolitik
85
Monetary policy
85
Public bond
60
Öffentliche Anleihe
60
Taylor rule
51
Taylor-Regel
51
Hedging
38
Estimation
32
Schätzung
32
Yield curve
23
Zinsstruktur
23
Volatility
20
Volatilität
20
CAPM
18
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18
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15
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15
Derivat
14
Derivative
14
Geldmarkt
14
Money market
14
Arbitrage
12
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12
Currency derivative
12
Währungsderivat
12
Zentralbank
12
Geldpolitische Transmission
11
Großbritannien
11
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11
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11
Schock
11
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11
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209
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1
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English
215
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Chance, Don M.
5
Gay, Gerald D.
5
Hegde, Shantaram P.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Hein, Scott E.
3
Kawaller, Ira G.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Bali, Turan G.
2
Batlin, Carl A.
2
Castelino, Mark G.
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cole, C. Steven
2
Dutkowsky, Donald H.
2
Frino, Alex
2
Fung, Hung-gay
2
Goodman, Laurie Sharon
2
Hill, Joanne M.
2
Jones, Frank Joseph
2
Jordan, James V.
2
Kane, Alex
2
Koppenhaver, Gary D.
2
Krehbiel, Timothy L.
2
Kyrtsou, Catherine
2
Lekkos, Ilias
2
Livingston, Miles
2
Marcus, Alan J.
2
Milas, Costas
2
Nolan, Charles
2
Peterson, Richard Lewis
2
Reichenstein, William R.
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Schneeweis, Thomas
2
Sears, R. Stephen
2
Senchack, Andrew J.
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
Journal of macroeconomics
NBER working paper series
161
NBER Working Paper
142
Working paper / National Bureau of Economic Research, Inc.
133
Journal of money, credit and banking : JMCB
78
Journal of monetary economics
77
Journal of economic dynamics & control
70
Discussion paper / Centre for Economic Policy Research
68
Economic modelling
64
Economics letters
61
Working paper
61
Applied economics
52
Journal of international money and finance
48
International journal of theoretical and applied finance
47
Journal of banking & finance
47
Working paper series / European Central Bank
47
IMF working papers
44
Discussion papers / CEPR
42
The journal of finance : the journal of the American Finance Association
37
Finance and economics discussion series
36
Macroeconomic dynamics
35
The journal of fixed income
34
Applied financial economics
33
CESifo working papers
33
Advances in futures and options research : a research annual
30
The review of financial studies
28
IMF working paper
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Europäische Hochschulschriften / 5
26
Discussion paper
25
ECB Working Paper
25
European economic review : EER
24
Journal of international financial markets, institutions & money
24
International review of economics & finance : IREF
23
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Review of economic dynamics
23
The American economic review
23
The journal of computational finance
23
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ECONIS (ZBW)
215
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1
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215
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
3
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
4
Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
Saved in:
5
Natural rates across the Atlantic
Neri, Stefano
;
Gerali, Andrea
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012243437
Saved in:
6
Wealth in utility, the Taylor principle and determinacy
Zhao, Junzhu
- In:
Journal of macroeconomics
76
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014334148
Saved in:
7
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
8
Central bank intervention, public debt and interest rate target zones
Della Posta, Pompeo
- In:
Journal of macroeconomics
56
(
2018
),
pp. 311-323
Persistent link: https://www.econbiz.de/10012127692
Saved in:
9
Interest on reserves, settlement, and the effectiveness of monetary policy
Hendrickson, Joshua R.
- In:
Journal of macroeconomics
54
(
2017
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10011926955
Saved in:
10
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
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